-29.8%
SYK vs TD
+59.8%
-89.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -12.3% | -2.6% | -9.8% | -12.3% |
| 30D | -22.4% | -1.0% | -21.4% | -22.5% |
| 3M | -12.3% | +5.6% | -18.0% | -13.1% |
| 6M | -24.3% | +27.1% | -51.4% | -26.8% |
| YTD | -22.8% | +29.4% | -52.2% | -25.2% |
| All | -29.8% | +59.8% | -89.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling